This review addresses the importance of psychoneuroimmunology (PNI) studies in understanding the role of acute and chronic psychological stressors on the immune system and development of coronary artery disease (CAD). Firstly, it illustrates how psychological stressors change endothelial function and lead to chemotaxis. Secondly, acute psychological stressors lead to leukocytosis, increased natural killer cell cytotoxicity and reduced proliferative response to mitogens while chronic psychological stressors may lead to adverse health effects. This will result in changes in cardiovascular function and development of CAD. Thirdly, acute and chronic psychological stressors will increase haemostatic factors and acute phase proteins, possibly leading to thrombus formation and myocardial infarction. The evidence for the effects of acute and chronic psychological stress on the onset and progression of CAD is consistent and convincing. This paper also highlights potential research areas and implications of early detection of immunological changes and cardiovascular risk in people under high psychological stress.